+423.5%
LIN vs ALLY
+194.4%
+229.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.3% |
| 7D | +3.6% | -1.1% | +4.7% | +3.8% |
| 30D | +6.4% | +4.2% | +2.2% | +5.2% |
| 3M | +6.5% | -12.4% | +18.9% | +9.9% |
| 6M | +4.9% | -8.7% | +13.5% | +6.7% |
| YTD | +23.4% | -11.6% | +35.1% | +26.1% |
| 1Y | +26.3% | +0.2% | +26.2% | +24.6% |
| 3Y | +38.0% | +57.1% | -19.1% | +16.1% |
| 5Y | +68.0% | -6.8% | +74.8% | +59.1% |
| All | +423.5% | +194.4% | +229.1% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling